An Exponential Autoregressive Time Series Model for Complex Data
An Exponential Autoregressive Time Series Model for Complex Data
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Basel: MDPI AG
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English
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Basel: MDPI AG
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In this paper, an exponential autoregressive model for complex time series data is presented. As for estimating the parameters of this nonlinear model, a three-step procedure based on quantile methods is proposed. This quantile-based estimation technique has the benefit of being more robust compared to least/absolute squares. The performance of the...
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An Exponential Autoregressive Time Series Model for Complex Data
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TN_cdi_doaj_primary_oai_doaj_org_article_90f6242b6568431aa37a7a46d75e5db4
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_90f6242b6568431aa37a7a46d75e5db4
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ISSN
2227-7390
E-ISSN
2227-7390
DOI
10.3390/math11194022
